Cheat mode:
Select "Sound Test" at the options screen. Listen to the following sounds in order: "0B", "29", "05". Exit the options screen and begin game play.

Full health:
Enable the "Cheat mode" code. Then, press A + B + X + Y during game play or while the game is paused.

Level skip:
Hold A + B + X + Y and press Select during game play or while the game is paused to advance to the next level.